+368.4%
ALL vs ARMK
+125.8%
+242.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | +13.8% | -1.3% | +15.1% | +13.8% |
| 3M | -2.8% | -2.5% | -0.3% | -2.7% |
| 6M | +23.7% | +20.8% | +2.9% | +17.0% |
| YTD | +27.3% | +48.2% | -20.9% | +14.0% |
| 1Y | +30.5% | +45.7% | -15.2% | +17.4% |
| 3Y | +113.0% | +96.6% | +16.4% | +75.4% |
| 5Y | +157.6% | +106.6% | +51.0% | +106.2% |
| 10Y | +368.4% | +132.6% | +235.8% | +269.2% |
| All | +368.4% | +125.8% | +242.6% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling